ECB: Statement Comparison - Dec vs Oct Meeting

Dec-12 13:20

A PDF comparison between the 12 December 2024 Monetary Policy Decisions release and the 17 October release is below - red indicates that wording has been deleted, blue indicates that wording has been added:

ECBStatementComp.pdf

Historical bullets

STIR: More Early SOFR Options

Nov-12 13:17
  • 10,000 SFRZ4 95.56/95.62 call spds ref 95.565 to -.57
  • 2,000 0QX4 95.93/96.00/96.06/96.25 broken put condors ref 96.075
  • 2,500 SFRZ5 94.25/94.75/95.25 put flys ref 96.08
  • Block/screen, 6,500 2QH5 96.50 puts ref 96.175

STIR: Repo Reference Rates

Nov-12 13:15
  • Secured Overnight Financing Rate (SOFR): 4.60% (-0.22), volume: $2.184T
  • Broad General Collateral Rate (BGCR): 4.57% (-0.25), volume: $816B
  • Tri-Party General Collateral Rate (TGCR): 4.57% (-0.25), volume: $785B
  • (rate, volume levels reflect prior session)

GILT PAOF RESULTS: GBP11.869mln of the 4.75% Oct-43 Gilt was sold.

Nov-12 13:02
  • GBP562.5mln have been available.
  • This leaves GBP28.479bln of the gilt in issue.